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We study the asymptotic behavior of solutions to the second boundary value problem for a parabolic PDE of Monge-Amp\`ere type arising from optimal mass transport. Our main result is an exponential rate of convergence for solutions of this…

偏微分方程分析 · 数学 2020-11-18 Farhan Abedin , Jun Kitagawa

We consider the $L^\infty$-optimal mass transportation problem \[ \min_{\Pi(\mu, \nu)} \gamma-\mathrm{ess\,sup\,} c(x,y), \] for a new class of costs $c(x,y)$ for which we introduce a tentative notion of twist condition. In particular we…

偏微分方程分析 · 数学 2023-01-18 Camilla Brizzi , Luigi De Pascale , Anna Kausamo

A key inequality which underpins the regularity theory of optimal transport for costs satisfying the Ma--Trudinger--Wang condition is the Pogorelov second derivative bound. This translates to an apriori interior $C^1$ estimate for smooth…

微分几何 · 数学 2024-10-07 Simon Brendle , Flavien Léger , Robert J. McCann , Cale Rankin

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

最优化与控制 · 数学 2016-08-16 Christian Léonard

We study the most common image and informal description of the optimal transport problem for quadratic cost, also known as the second boundary value problem for the Monge--Amp\`{e}re equation -- What is the most efficient way to fill a hole…

偏微分方程分析 · 数学 2022-07-12 Yash Jhaveri , Ovidiu Savin

The function that maps a family of probability measures to the solution of the dual entropic optimal transport problem is known as the Schr\"odinger map. We prove that when the cost function is $\mathcal{C}^{k+1}$ with $k\in \mathbb{N}^*$…

最优化与控制 · 数学 2024-03-04 Guillaume Carlier , Lénaïc Chizat , Maxime Laborde

We consider the problem of optimal transportation with general cost between a empirical measure and a general target probability on R d , with d $\ge$ 1. We extend results in [19] and prove asymptotic stability of both optimal transport…

统计理论 · 数学 2021-02-24 Eustasio del Barrio , Alberto González-Sanz , Jean-Michel Loubes

We investigate the structure of optimal transport plans, dual optimizers, and geodesic paths for the quadratic barycentric transport problem.

泛函分析 · 数学 2025-09-08 Nathael Gozlan , Thibaut Le Gouic , Paul-Marie Samson

We consider the problem of optimal exchange which can be formulated as a kind of optimal transportation problem. The existence of an optimal solution and a duality theorem for the optimal exchange problem are proved in case of completely…

泛函分析 · 数学 2024-12-10 Alexander Kolesnikov , Svetlana Popova

The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…

偏微分方程分析 · 数学 2024-09-04 Jouko Tervo

This article is aimed at presenting the Schr\"odinger problem and some of its connections with optimal transport. We hope that it can be used as a basic user's guide to Schr\"odinger problem. We also give a survey of the related literature.…

概率论 · 数学 2022-09-05 Christian Léonard

We consider the following variant of the Monge-Kantorovich transportation problem. Let S be a finite set of point sites in d dimensions. A bounded set C in d-dimensional space is to be distributed among the sites p in S such that (i) each p…

度量几何 · 数学 2015-02-18 Darius Geiß , Rolf Klein , Rainer Penninger , Günter Rote

We develop a general condition on the cost function which is sufficient to imply Monge solution and uniqueness results in the multi-marginal optimal transport problem. This result unifies and generalizes several results in the rather…

偏微分方程分析 · 数学 2013-07-25 Young-Heon Kim , Brendan Pass

We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…

偏微分方程分析 · 数学 2019-05-30 Robert J McCann , Brendan Pass

We give a characterization of optimal transport plans for a variant of the usual quadratic transport cost introduced in [33]. Optimal plans are composition of a deterministic transport given by the gradient of a continuously differentiable…

概率论 · 数学 2019-09-18 Nathael Gozlan , Nicolas Juillet

An optimal transport problem on finite spaces is a linear program. Recently, a relaxation of the optimal transport problem via strictly convex functions, especially via the Kullback--Leibler divergence, sheds new light on data sciences.…

最优化与控制 · 数学 2021-03-03 Asuka Takatsu

For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…

概率论 · 数学 2007-06-13 S. Ekisheva , C. Houdré

We study the equivalence between the weighted least gradient problem and the weighted Beckmann minimal flow problem or equivalently, the optimal transport problem with Riemannian cost. Thanks to this equivalence, we prove existence and…

偏微分方程分析 · 数学 2021-12-30 Samer Dweik , Wojciech Górny

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

概率论 · 数学 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

By disintegration of transport plans it is introduced the notion of transport class. This allows to consider the Monge problem as a particular case of the Kantorovich transport problem, once a transport class is fixed. The transport problem…

最优化与控制 · 数学 2012-07-18 L. Granieri , F. Maddalena